871 results
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2. A distance based two-sample test of means difference for multivariate datasets
3. Asymptotic normality of a modified estimator of Gini distance correlation
4. Generalized simulated method-of-moments estimators for multivariate copulas
5. Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap
6. The statistical rate for support matrix machines under low rankness and row (column) sparsity
7. Covariance structure tests for multivariate t-distribution
8. Variation comparison between infinitely divisible distributions and the normal distribution
9. Multivariate stochastic comparisons of sequential order statistics with non-identical components
10. Testing practical relevance of treatment effects
11. Statistical inferences for missing response problems based on modified empirical likelihood
12. Supervised dimension reduction for functional time series
13. A high-dimensional single-index regression for interactions between treatment and covariates
14. The exponentiated exponentially weighted moving average control chart
15. A sequential feature selection approach to change point detection in mean-shift change point models
16. Hypothesis testing for varying coefficient models in tail index regression
17. Bootstrapping generalized linear models to accommodate overdispersed count data
18. Confidence distributions and hypothesis testing
19. On the existence of stationary threshold bilinear processes
20. Fitting copulas in the case of missing data
21. Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
22. Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes
23. An heuristic scree plot criterion for the number of factors
24. The resampling method via representative points
25. A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection
26. Minimax weight learning for absorbing MDPs
27. Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data
28. Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either
29. A scale-invariant test for linear hypothesis of means in high dimensions
30. Is Fisher inference inferior to Neyman inference for policy analysis?
31. Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
32. Deficiency bounds for the multivariate inverse hypergeometric distribution
33. Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates
34. Optimal dichotomization of bimodal Gaussian mixtures
35. Adaptive slicing for functional slice inverse regression
36. Implicit profiling estimation for semiparametric models with bundled parameters
37. Locally optimal designs for comparing curves in generalized linear models
38. Using the softplus function to construct alternative link functions in generalized linear models and beyond
39. Inference for continuous-time long memory randomly sampled processes
40. Testing omitted variables in VARs
41. Empirical likelihood inference for the panel count data with informative observation process
42. Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
43. Robust signal dimension estimation via SURE
44. Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
45. Regression analysis of clustered panel count data with additive mean models
46. A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method
47. Alleviating conditional independence assumption of naive Bayes
48. A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design
49. Two-piece distribution based semi-parametric quantile regression for right censored data
50. FDR control and power analysis for high-dimensional logistic regression via StabKoff
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